July 4, 2017 / 6:59 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Jul 4 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Tuesday follow:
  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  28/09/17 (Tbill)       3M   98.55/56   6.310/6.270    0.23
  28/12/17 (Tbill)       6M   97.04/05   6.330/6.310    0.48
  07.83 pct GOI 2018     1Y  101.00/03   6.451/6.411    0.77
  07.28 pct GOI 2019     2Y  101.50/51   6.429/6.423    1.91
  08.27 pct GOI 2020     3Y  104.50/53   6.553/6.542    2.93
  07.80 pct GOI 2021     4Y  103.83/85   6.629/6.623    3.77
  08.08 pct GOI 2022     5Y  105.48/57   6.784/6.763    5.08
  06.84 pct GOI 2022     6Y  100.62/77   6.701/6.668    5.46
  07.68 pct GOI 2023     7Y  104.39/48   6.825/6.808    6.45
  07.72 pct GOI 2025     8Y  104.52/59   6.964/6.952    7.89
  06.97 pct GOI 2026     9Y  101.51/52   6.745/6.743    9.17
  06.79 pct GOI 2027    10Y  101.64/66   6.560/6.557    9.86
  08.60 pct GOI 2028    11Y  111.15/40   7.112/7.081   10.91
  06.79 pct GOI 2029    12Y   99.31/32   6.873/6.872   12.48
  07.61 pct GOI 2030    13Y  104.97/01   7.015/7.010   12.85
  08.97 pct GOI 2030    14Y  114.72/07   7.236/7.199   13.42
  07.95 pct GOI 2032    15Y  107.35/75   7.146/7.105   15.15
  07.40 pct GOI 2035    19Y  102.90/10   7.112/7.092   18.18
  08.83 pct GOI 2041    24Y  116.85/30   7.336/7.301   24.44
  07.06 pct GOI 2046    30Y   98.59/64   7.175/7.170   29.27

  The yield curve based on the above rates is available on
  Thomson Reuters Graphics           .

      For liquid Government of India securities, please double
  click in the brackets            .
      For further details, double click on              and
              .
      (Mumbai Rate Reporting Unit, +91 22 6180-7222/3317 7222, rru.data@thomsonreuters.com)

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